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Fast Compact Algorithms and Software for Spline SmoothingFFT Algorithm

Fast Compact Algorithms and Software for Spline Smoothing: FFT Algorithm [For a given λ, the cubic spline smoother is a time-varying linear filter, but it can be approximated by a time-invariant linear filter. It will then be amenable to frequency domain analysis and implementation using the FFT. The FFT algorithm will be compared to the Cholesky algorithm in terms of execution time, accuracy, and memory use. For digital signal processing background, see [1]. Other results on splines in the frequency domain can be found in [2].] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Fast Compact Algorithms and Software for Spline SmoothingFFT Algorithm

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/lp/springer-journals/fast-compact-algorithms-and-software-for-spline-smoothing-fft-72UMgfWW5u
Publisher
Springer New York
Copyright
© The Author(s) 2013
ISBN
978-1-4614-5495-3
Pages
29 –35
DOI
10.1007/978-1-4614-5496-0_4
Publisher site
See Chapter on Publisher Site

Abstract

[For a given λ, the cubic spline smoother is a time-varying linear filter, but it can be approximated by a time-invariant linear filter. It will then be amenable to frequency domain analysis and implementation using the FFT. The FFT algorithm will be compared to the Cholesky algorithm in terms of execution time, accuracy, and memory use. For digital signal processing background, see [1]. Other results on splines in the frequency domain can be found in [2].]

Published: Sep 18, 2012

Keywords: Discrete Fourier Transform; Frequency Domain Analysis; Inverse Discrete Fourier Transform; Left Boundary Condition; Cholesky Algorithm

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